Again, similarly to Corollary REF , the result of Corollary REF  allows us to create a statistical test: Reject the null hypothesis with significance level \(p\) , if \(\mathbb {L}_N > u\) , where \(u\)  is taken from (REF ). The Ljung-Box test from [1]} is a particular case of this test, if we take \(m = 1\) , \(f_1(x) = x\) , and \(c = 2\) . We impose the following reasonable assumptions on the distribution of \(X\) .
